Asset Allocation

As of March 31, 2026.
Type % Net
Cash 0.25%
Stock 0.00%
Bond 98.56%
Convertible 0.00%
Preferred 0.00%
Other 1.19%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 5.99%
Corporate 64.24%
Securitized 29.23%
Municipal 0.54%
Other 0.00%
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Region Exposure

% Developed Markets: 88.92%    % Emerging Markets: 2.59%    % Unidentified Markets: 8.49%

Americas 82.00%
78.94%
Canada 0.09%
United States 78.85%
3.07%
Colombia 0.28%
Mexico 2.31%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 8.34%
United Kingdom 1.20%
7.15%
Denmark 0.67%
France 0.92%
Greece 0.80%
Ireland 0.58%
Spain 0.57%
Switzerland 1.47%
0.00%
0.00%
Greater Asia 1.16%
Japan 0.55%
0.06%
Australia 0.06%
0.56%
South Korea 0.56%
0.00%
Unidentified Region 8.49%

Bond Credit Quality Exposure

AAA 14.42%
AA 10.78%
A 26.16%
BBB 37.07%
BB 4.55%
B 0.51%
Below B 0.00%
    CCC 0.00%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.00%
Not Available 6.51%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
0.90%
Less than 1 Year
0.90%
Intermediate
65.40%
1 to 3 Years
7.94%
3 to 5 Years
34.57%
5 to 10 Years
22.89%
Long Term
32.78%
10 to 20 Years
8.80%
20 to 30 Years
15.03%
Over 30 Years
8.95%
Other
0.92%
As of March 31, 2026
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